CME Euro FX Future March 2008

Trading Metrics calculated at close of trading on 03-Jul-2007

Day Change Summary
	Previous	Current
	02-Jul-2007	03-Jul-2007	Change	Change %	Previous Week
Open	1.3717	1.3711	-0.0006	0.0%	1.3561
High	1.3717	1.3711	-0.0006	0.0%	1.3626
Low	1.3717	1.3711	-0.0006	0.0%	1.3526
Close	1.3717	1.3711	-0.0006	0.0%	1.3626
Range
ATR
Volume	6	4	-2	-33.3%	3

Daily Pivots for day following 03-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3711	1.3711	1.3711
R3	1.3711	1.3711	1.3711
R2	1.3711	1.3711	1.3711
R1	1.3711	1.3711	1.3711	1.3711
PP	1.3711	1.3711	1.3711	1.3711
S1	1.3711	1.3711	1.3711	1.3711
S2	1.3711	1.3711	1.3711
S3	1.3711	1.3711	1.3711
S4	1.3711	1.3711	1.3711

Weekly Pivots for week ending 29-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3893	1.3859	1.3681
R3	1.3793	1.3759	1.3654
R2	1.3693	1.3693	1.3644
R1	1.3659	1.3659	1.3635	1.3676
PP	1.3593	1.3593	1.3593	1.3601
S1	1.3559	1.3559	1.3617	1.3576
S2	1.3493	1.3493	1.3608
S3	1.3393	1.3459	1.3599
S4	1.3293	1.3359	1.3571

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3717	1.3526	0.0191	1.4%	0.0000	0.0%	97%	False	False	2
10	1.3717	1.3495	0.0222	1.6%	0.0002	0.0%	97%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.0001

Fibonacci Retracements and Extensions
4.250	1.3711
2.618	1.3711
1.618	1.3711
1.000	1.3711
0.618	1.3711
HIGH	1.3711
0.618	1.3711
0.500	1.3711
0.382	1.3711
LOW	1.3711
0.618	1.3711
1.000	1.3711
1.618	1.3711
2.618	1.3711
4.250	1.3711

Fisher Pivots for day following 03-Jul-2007
Pivot	1 day	3 day
R1	1.3711	1.3698
PP	1.3711	1.3685
S1	1.3711	1.3672

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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